Share price$199.81
1D-5.5%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:54:13.811Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.
History dataPriceAlpaca · sip · 2026-10-22T20:00:00.651699493Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 256.24 | 89.7% | 30.8% | 172.31 | 72.5% | 16.3% |
| 25Δ | 232.58 | 68.1% | 19.0% | 180.92 | 61.9% | 12.3% |
| 30Δ | 224.99 | 65.9% | 15.8% | 185.14 | 65.0% | 11.2% |
| 35Δ | 219.23 | 66.4% | 13.7% | 189.96 | 64.8% | 9.7% |
| 40Δ | 214.36 | 68.2% | 12.3% | 194.55 | 65.9% | 8.6% |
| 45Δ | 209.47 | 69.7% | 10.8% | 199.13 | 64.0% | 7.2% |
| 50Δ | 204.40 | 69.5% | 9.3% | 203.79 | 63.8% | 6.2% |
| 55Δ | 199.34 | 69.5% | 7.8% | 208.47 | 64.1% | 5.2% |
| 60Δ | 194.36 | 71.0% | 6.7% | 213.12 | 63.3% | 4.3% |
| 65Δ | 189.08 | 73.3% | 5.8% | 217.76 | 62.1% | 3.5% |
| 70Δ | 183.71 | 73.3% | 4.7% | 223.12 | 61.7% | 2.7% |
| 75Δ | 177.82 | 74.3% | 3.8% | 229.14 | 62.2% | 2.0% |
| 80Δ | 171.31 | 75.7% | 2.9% | 235.62 | 61.4% | 1.4% |
| Date | IV |
|---|---|
| 59.23% | |
| 59.33% |